Simulation of Lévy random fields
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An inverse Lévy measure (ILM) algorithm is presented to simulate random samples from some Lévy random fields, based on an idea of P. Lévy (1937). Implementations of the algorithm are given in the language of SPLUS. Two theorems underline some theoretical backbone as well. The work is closely related to \textit{R. Wolpert and K. Ickstadt} [Poisson/gamma random field models for spatial statistics, Biometrika 85, No. 2, 251-267 (1998)]. For the entire collection see [Zbl 0893.00018].
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